-100.0%
VIVK vs CBRE
+1,203.9%
-1,303.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.8% | +11.4% | +8.2% |
| 7D | +13.1% | -1.5% | +14.6% | +13.2% |
| 30D | -29.7% | -4.0% | -25.7% | -29.4% |
| 3M | -93.0% | +8.0% | -101.0% | -93.1% |
| 6M | -98.0% | +4.0% | -101.9% | -98.0% |
| YTD | -97.8% | -11.5% | -86.2% | -97.7% |
| 1Y | -100.0% | -13.0% | -87.0% | -100.0% |
| 3Y | -100.0% | +66.9% | -166.9% | -100.0% |
| 5Y | -100.0% | +45.0% | -145.0% | -100.0% |
| 10Y | -100.0% | +385.0% | -485.0% | -100.0% |
| All | -100.0% | +1,203.9% | -1,303.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling